+838.1%
CLS vs FLEX
+281.5%
+556.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.0% | -1.4% | -2.3% |
| 7D | +16.3% | +7.5% | +8.8% | +9.8% |
| 30D | -25.7% | -25.3% | -0.4% | -7.2% |
| 3M | -30.9% | -39.7% | +8.8% | +1.6% |
| 6M | -35.5% | -47.9% | +12.4% | +4.1% |
| YTD | -18.7% | +24.1% | -42.8% | -48.7% |
| 1Y | -17.9% | +26.0% | -43.9% | -48.8% |
| 3Y | +838.1% | +282.7% | +555.4% | +167.9% |
| All | +838.1% | +281.5% | +556.6% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling